+901.5%
LITE vs WWD
+198.3%
+703.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.3% |
| 7D | -1.5% | +1.3% | -2.8% | -2.4% |
| 30D | +6.7% | -7.2% | +13.8% | +12.1% |
| 3M | -6.8% | -3.8% | -2.9% | -5.8% |
| 6M | +29.4% | -9.9% | +39.4% | +36.5% |
| YTD | +139.1% | +14.8% | +124.3% | +115.2% |
| 1Y | +521.0% | +42.1% | +478.9% | +384.9% |
| 3Y | +1,535.3% | +170.8% | +1,364.5% | +802.8% |
| All | +901.5% | +198.3% | +703.3% | +425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling